Olesya V. Grishchenko
Names
| first: | Olesya |
| middle: | V. |
| last: | Grishchenko |
Identifer
| RePEc Short-ID: | pgr408 |
Contact
| homepage: | http://www.federalreserve.gov/econresdata/olesya-v-grishchenko.htm |
| phone: | 202-452-2981 |
Affiliations
-
Federal Reserve Board (Board of Governors of the Federal Reserve System)
- EDIRC entry
- location:
Research profile
author of:
- The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty (RePEc:bfr:banfra:622)
by Olesya Grishchenko & Sarah Mouabbi & Jean-Paul Renne - The informational content of the embedded deflation option in TIPS (RePEc:eee:jbfina:v:65:y:2016:i:c:p:1-26)
by Grishchenko, Olesya V. & Vanden, Joel M. & Zhang, Jianing - Internal vs. external habit formation: The relative importance for asset pricing (RePEc:eee:jebusi:v:62:y::i:3:p:176-194)
by Grishchenko, Olesya V. - Asset pricing in the production economy subject to monetary shocks (RePEc:eee:jebusi:v:63:y:2011:i:3:p:187-216)
by Grishchenko, Olesya V. - An empirical investigation of consumption-based asset pricing models with stochastic habit formation (RePEc:fip:fedgfe:2011-47)
by Qiang Dai & Olesya V. Grishchenko - The information content of the embedded deflation pption in TIPS (RePEc:fip:fedgfe:2011-58)
by Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang - Inflation risk premium: evidence from the TIPS market (RePEc:fip:fedgfe:2012-06)
by Olesya V. Grishchenko & Jing-zhi Huang - Habit formation heterogeneity: Implications for aggregate asset pricing (RePEc:fip:fedgfe:2012-07)
by Eduard Dubin & Olesya V. Grishchenko & Vasily Kartashov - The informational content of the embedded deflation option in TIPS (RePEc:fip:fedgfe:2013-24)
by Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang - Term Structure of Interest Rates with Short-run and Long-run Risks (RePEc:fip:fedgfe:2015-95)
by Olesya V. Grishchenko & Zhaogang Song & Hao Zhou - Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison (RePEc:fip:fedgfe:2017-102)
by Olesya V. Grishchenko & Sarah Mouabbi & Jean-Paul Renne - Tale About Inflation Tails (RePEc:fip:fedgfe:2024-28)
by Olesya V. Grishchenko & Laura Wilcox - How Stable are Inflation Expectations in the Euro Area? Evidence from the Euro-Area Financial Markets (RePEc:fip:fedgfe:2025-41)
by Olesya V. Grishchenko & Franck Moraux & Olga Pakulyak - Has the Inflation Risk Premium Fallen? Is it Now Negative? (RePEc:fip:fedgfn:2016-04-04)
by Andrew Y. Chen & Eric Engstrom & Olesya V. Grishchenko - What is Certain about Uncertainty? (RePEc:fip:fedgif:1294)
by Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J - The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach (RePEc:taf:jnlbes:v:30:y:2011:i:2:p:297-311)
by Olesya V. Grishchenko & Marco Rossi - An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation (RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500050)
by Qiang Dai & Olesya V. Grishchenko